Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343052.8099 | 298034.0672 | 45018.7426 | -192473.6212 | -166566.9704 | -25906.6508 |
Total P&L (%) | 343.0528 | 298.0341 | 45.0187 | -192.4736 | -166.567 | -25.9067 |
Avg Daily Profit (%) | 0.1938 | 0.1683 | 0.0254 | 0 | 0 | -0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153367 | -89552 | -139345 | -658401 | -284033 | -363333 |
Profit Factor | 1.4275 | 1.992 | 1.0897 | 0.9001 | 0.8062 | 0.9757 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 66 | 33 | 33 | 51 | 27 | 24 |
Losing Trades | 51 | 26 | 25 | 66 | 32 | 34 |
Profitability (%) | 56.4103 | 55.9322 | 56.8966 | 43.5897 | 45.7627 | 41.3793 |
Ratio Avg Win / Avg Loss | 1.103 | 1.5695 | 0.8255 | 1.1648 | 0.9555 | 1.3823 |
Largest Winning Trade | 72746 | 72746 | 47082 | 256301 | 113253 | 256301 |
Largest Losing Trade | -112301 | -37110 | -112301 | -140124 | -88418 | -140124 |
Avg Bars in Trades | 88 | 78 | 98 | 88 | 78 | 98 |
Avg Bars in Winners | 71 | 70 | 72 | 106 | 89 | 125 |
Avg Bars in Losers | 109 | 88 | 131 | 74 | 69 | 78 |
Bars Traded | 10320 | 4632 | 5688 | 10320 | 4632 | 5688 |
Profit Streak | 57.475 | 100.475 | 57.475 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394944 | -163419 | -462848 | -581293 | -759106 | -762519 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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